Stock prices and the efficient market hypothesis : evidence from a panel stationary test with structural breaks
Chien-Chiang Lee; Jun-De Lee; Chi-Chuan Lee
| Year of publication: |
2010
|
|---|---|
| Authors: | Lee, Chien-Chiang ; Lee, Jun-de ; Lee, Chi-chuan |
| Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 22.2010, 1, p. 49-58
|
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Strukturbruch | Structural break | Börsenkurs | Share price | Schätzung | Estimation | Panel | Panel study | Statistischer Test | Statistical test | Kointegration | Cointegration | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272711